Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.587 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 48487.37 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46285.63 Kr¶

PnL: ---------------------------------------> -1936.62 Kr¶

DD now: ---------------------------------> -6.885 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 15:06:01.571746'

Anic Portfolio¶

Today¶

Return: 0.033 %¶

This Week¶

Return: 0.033 %¶

Total¶

Return: 58.735 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -8.530000 834.750000 136.750000 19.590000 698.000040
Nordisk Bergteknik B 130 -2.110000 4212.000000 48.000000 1.150000 4163.999970
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Tobii Dynavox 109 -1.410000 2751.160000 29.160000 1.070000 2721.999993
Stillfront Group 38 -2.200000 709.840000 23.840000 3.480000 686.000016
MEKO 13 -1.470000 1571.700000 17.700000 1.140000 1554.000006
Tietoevry 2 -1.690000 650.400000 12.400000 1.940000 638.000000
Vitec Software Group B 1 -1.530000 495.800000 10.800000 2.230000 485.000000
Mycronic 3 -2.520000 651.000000 -1.000000 -0.150000 651.999999
G5 Entertainment 3 -0.780000 570.300000 -1.700000 -0.300000 572.000001
SKF A 3 -4.060000 588.600000 -4.400000 -0.740000 593.000001
SKF B 3 -3.900000 590.700000 -5.300000 -0.890000 596.000001
ASSA ABLOY B 2 -0.780000 506.600000 -7.400000 -1.440000 514.000000
Embracer Group B 14 -4.180000 680.680000 -8.320000 -1.210000 689.000004
Addnode Group B 6 -2.860000 693.600000 -15.400000 -2.170000 709.000002
Avanza Bank Holding 2 -3.940000 492.000000 -19.000000 -3.720000 511.000000
Husqvarna A 7 -3.320000 611.800000 -21.200000 -3.350000 632.999997
Fastighetsbolag. Emilshus Pref 21 -1.530000 540.750000 -21.250000 -3.780000 562.000005
Loomis 6 -2.260000 2020.800000 -22.200000 -1.090000 2043.000000
ACQ Bure SPAC 36 -0.410000 3463.200000 -26.800000 -0.770000 3489.999984
Husqvarna B 7 -3.160000 613.200000 -26.800000 -4.190000 639.999997
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Rejlers B 6 -2.400000 928.800000 -33.200000 -3.450000 961.999998
Nordea Bank Abp 30 -3.300000 3728.400000 -34.600000 -0.920000 3762.999990
Arion Banki SDB 61 -1.460000 660.020000 -36.980000 -5.310000 697.000030
Swedbank A 3 -2.840000 580.200000 -37.800000 -6.120000 618.000000
Lagercrantz Group B 5 -1.900000 568.000000 -39.000000 -6.430000 607.000000
Collector Bank 29 -6.200000 1192.480000 -41.520000 -3.360000 1233.999996
Norva24 Group 12 -1.960000 360.720000 -46.530000 -11.430000 407.250000
Mips 1 -2.480000 471.600000 -57.400000 -10.850000 529.000000
Dustin Group 18 -4.500000 611.640000 -58.360000 -8.710000 669.999996
Fastighetsbolaget Emilshus B 23 17.050000 632.390000 -62.610000 -9.010000 694.999993
AFRY 3 -2.580000 520.500000 -74.500000 -12.520000 594.999999
Viaplay Group B 4 -5.780000 944.800000 -92.200000 -8.890000 1037.000000
RVRC Holding 17 -3.350000 549.100000 -133.900000 -19.600000 683.000007
Beijer Alma B 9 -3.140000 1804.500000 -149.500000 -7.650000 1953.999999
Fasadgruppen Group 38 0.780000 3914.000000 -276.000000 -6.590000 4190.000004
Alimak Group 11 0.000000 695.200000 -297.800000 -29.990000 992.999997
Camurus 16 -2.790000 3561.600000 -576.400000 -13.930000 4138.000000
TOTAL 46285.630000 -1936.620000 -6.88492% 48222.250041

Updated:¶

'2023-03-13 15:06:15.355725'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶